Hi,
I have estimated a model using panel estimation with random effects. I can extract the random effects themselves for each cross-section but I was wondering if there was a way of extracting how these random effects are calculated in E-Views?
Thanks.
Random Effects Calculations
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EViews Gareth
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Re: Random Effects Calculations
Chapter 35 of User Guide II has explanations, and references to even more detailed explanations, of how to calculate a random effects estimator.
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